Added optional delay after socket connection, added callback when reconnected socket to revitalize original request, fixed proxy setting socket

CryptoExchange.Net/Objects/Options.cs

@@ -268,6 +268,11 @@ namespace CryptoExchange.Net.Objects
         /// </summary>
         public int? MaxSocketConnections { get; set; }
 
+        /// <summary>
+        /// The time to wait after connecting a socket before sending messages. Can be used for API's which will rate limit if you subscribe directly after connecting.
+        /// </summary>
+        public TimeSpan DelayAfterConnect = TimeSpan.Zero;
+
         /// <summary>
         /// ctor
         /// </summary>